January 2012 - Dev - dynare.org

[Trac] #184: Auxiliary variables for leads.
by Trac Dynare 05 Jun '12

05 Jun '12

#184: Auxiliary variables for leads. --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The last loop in add_auxiliary_variables is highly inefficient. The the residuals of the static model are evaluated (many times) to compute the the steady state levels of the auxiliary variables. But in the preprocessing stage, the expressions of the auxiliary variables (in terms of the endogenous variables) are known. The preprocessor should write a routine defining the auxiliary variables as a function of the endogenous variables. Depending on the current options, this routine may be a matlab function, a mex or bytecode. With such a function we won't need to infer the steady state of the auxiliaries from the residuals of the static model... -- Ticket URL: <https://www.dynare.org/trac/ticket/184> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #181: Display a summary of warnings at the end of Dynare run
by Trac Dynare 05 Jun '12

05 Jun '12

#181: Display a summary of warnings at the end of Dynare run --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- At the end of a run, display a message if a warning was emitted (either by the preprocessor, or by MATLAB/Octave code). Some harmless warnings should probably be filtered out. -- Ticket URL: <https://www.dynare.org/trac/ticket/181> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #229: update markov_switching statement
by Trac Dynare 05 Jun '12

05 Jun '12

#229: update markov_switching statement ------------------------------------+--------------------------------------- Reporter: houtanb | Owner: houtanb Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Markov-Switching SBVAR | Version: Keywords: | ------------------------------------+--------------------------------------- * remove the regime option * replace number_of_states with number_of_regimes * add restrictions option * allow duration to accept a vector of length number_of_regimes * remove the passing of INF_CONSTANT to duration See http://www.dynare.org/DynareWiki/MarkovSwitchingInterface -- Ticket URL: <https://www.dynare.org/trac/ticket/229> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #172: improve derivation engine for derivatives of STEADY_STATE wrt parameters
by Trac Dynare 05 Jun '12

05 Jun '12

#172: improve derivation engine for derivatives of STEADY_STATE wrt parameters --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently the derivatives of STEADY_STATE operator wrt to parameters are not handled in an efficient way, because the preprocessor does not exploit the a priori information for identifying null derivatives. This results in huge files for not so complicated models, which cannot be exploited by identification routines. The proposal is to implement an algorithm in the preprocessor for identifying null derivatives ex ante: - Create a non-directed graph whose nodes are the endogenous variables and the parameters - For each pair of nodes, add an edge between the two if there is an equation in the static model containing both corresponding symbols (endogenous/parameters) - For each endogenous, its derivative wrt a parameter is always zero if there is no path between the node representing the endogenous and the node representing the parameter. -- Ticket URL: <https://www.dynare.org/trac/ticket/172> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #116: IRF: give the possibility to choose the starting point (at least at order 2 and above)
by Trac Dynare 05 Jun '12

05 Jun '12

#116: IRF: give the possibility to choose the starting point (at least at order 2 and above) --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- In particular, give the possibility to start from the stochastic steady state -- Ticket URL: <https://www.dynare.org/trac/ticket/116> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #115: IRF: add the possibility to change the size of the shocks in the computations
by Trac Dynare 05 Jun '12

05 Jun '12

#115: IRF: add the possibility to change the size of the shocks in the computations --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- At order 1, it is equivalent to changing the standard deviation of the shocks and adding the corresponding inverse transformation in the equations. But at orders 2 and above, the equivalence does not hold. -- Ticket URL: <https://www.dynare.org/trac/ticket/115> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #143: adapt sim1.m for purely forward models and remove simk.m
by Trac Dynare 04 Jun '12

04 Jun '12

#143: adapt sim1.m for purely forward models and remove simk.m --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/143> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #226: New estimation
by Trac Dynare 04 Jun '12

04 Jun '12

#226: New estimation --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Write the new estimation interface in the preprocessor. A description of what is needed is given on the wiki (http://www.dynare.org/DynareWiki/NewEstimation) -- Ticket URL: <https://www.dynare.org/trac/ticket/226> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul...
by Trac Dynare 30 May '12

30 May '12

#51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul... --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/51> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #233: Smoother on calibrated models
by Trac Dynare 30 May '12

30 May '12

#233: Smoother on calibrated models -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -----------------------+---------------------------------------------------- Add the possibility of running the smoother on a calibrated model. It may be already possible to do so, by giving no estimated_params and then running estimation with mode_compute=0. If this indeed works, we need to add an interface by creating a new MOD-file command that would output the right call to estimation. -- Ticket URL: <https://www.dynare.org/trac/ticket/233> Dynare <http://www.dynare.org> The Dynare project

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